Maximizing survival, growth and goal reaching under borrowing constraints
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2014.972435
Reference21 articles.
1. Minimizing the probability of lifetime ruin under borrowing constraints
2. Arbitrage Theory in Continuous Time
3. Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
4. Beating a moving target: Optimal portfolio strategies for outperforming a stochastic benchmark
5. Optimal consumption choices for a ‘large’ investor
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